+187.8%
APD vs STLA
+21.0%
+166.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | -1.6% | -6.4% | +4.8% | -0.1% |
| 30D | +10.6% | -1.3% | +11.9% | +10.6% |
| 3M | +2.5% | -19.9% | +22.4% | +7.1% |
| 6M | +6.0% | -42.9% | +48.9% | +19.5% |
| YTD | +28.4% | -59.4% | +87.9% | +55.1% |
| 1Y | +22.2% | -56.8% | +79.0% | +44.8% |
| 3Y | +26.6% | -73.1% | +99.6% | +62.5% |
| 5Y | +11.8% | -70.1% | +81.8% | +35.1% |
| 10Y | +187.8% | +19.8% | +168.0% | +148.5% |
| All | +187.8% | +21.0% | +166.8% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling